+20.1%
IVV vs ROL
-35.4%
+55.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +0.1% | -4.1% | +4.2% | +0.2% |
| 3M | +2.0% | -22.5% | +24.5% | +2.8% |
| 6M | +13.0% | -37.7% | +50.7% | +15.2% |
| YTD | +13.6% | -39.6% | +53.2% | +16.4% |
| 1Y | +20.1% | -36.0% | +56.1% | +24.0% |
| All | +20.1% | -35.4% | +55.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling